Jane Street–styleTraderAssistant TraderQuestion #262

You have 100 green marbles and 100 red marbles and can divide them however you like between two bags, with at least one marble in each bag. A player, who does not know the distribution, randomly chooses one of the bags and draws a single marble. If the marble is green, the player wins $100; if red, they win nothing. What is the fair price for this game?

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